I just realized you may want to know some things. So in this image:
You have your HUD to the left and right of the screen. Assuming you want scrolling, having the HUD there would usually make it scroll with the level in the middle like this:
Unless the HUD were entirely sprites. But even if it were entirely 8x16 sprites, the bar on the right would be 13 sprites, the time would be 4, the bar on the left would be 22 sprites, and the icon beneath the bar would be 6. That's 45 of the 64 sprites that can be on screen at once just for the HUD. Mega Man's HUD is a bit similar, but is WAY smaller, so it uses only seven 8x8 sprites. Any part of the HUD that's not sprites would scroll with the level.

Basically you can divide the background into vertical sections that scroll independently fairly easily. (Think Kirby's Adventure's HUD, Super Mario Bros. 3's HUD.) You cannot divide the background into horizontal sections that scroll independently without very careful work. Battletoads sort of does it here: https://www.youtube.com/watch?v=wPd9TzBFc4

But if those independently scrolling edges weren't a repeating pattern, it wouldn't have really worked and the HUD is not a repeating pattern. The only way I can think of to make something similar work for keeping the HUD static while the NES scrolls would, quite ironically, make it difficult to update the level for scrolling too.

Anyway, all of that assumes you did have scrolling in mind. If you didn't, you're fine. If you did, you either need to make your HUD use way fewer sprites, or be horizontal to use the background.

Edit: I guess it's also possible the How to Play screens have simply magnified the HUD and they'd be smaller in game. But still consider sprite count for it, especially for a bullet hell game.